Análisis de los determinantes de la morosidad en la banca múltiple en el periodo: 2013-2018

Abstract

The objective of this research is to determine and explain the effects of the macro-and microeconomic variables affecting delinquent payments in Universal Banking. Therefore, not only the economic environment characteristics where banks operate essential, but also the aspects associated to bank internal policies. According to the theory and several related studies, monthly series for the 2013-2018 period as well as a dynamic panel model were used. It shows good results regarding the degree of determination of macroeconomic variables (unemployment rate and the lending interest rate in local currency) and microeconomic variables (credit growth and liquidity ratio in local currency). Likewise, the results show that the impact of both unemployment rate and the lending interest rate in local currency on delinquent payment is positive, on the other hand, the impact of the credit growth on delinquent payment is negative, contrary to the effect of the liquidity ratio in local currency. The joint analysis of said indicators demonstrates that these variables do determine the portfolio quality in the Peruvian Banking System.